| Publication | Date of Publication | Type |
|---|
Generalized simulated method-of-moments estimators for multivariate copulas
Statistical Papers | 2024-11-18 | Paper |
The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data
Environmetrics | 2024-10-28 | Paper |
Goodness-of-fit tests for copula-based spatial models
Environmetrics | 2024-10-28 | Paper |
A general construction of multivariate dependence structures with nonmonotone mappings and its applications
Statistical Science | 2024-07-25 | Paper |
Kendall's tau-based inference for gradually changing dependence structures
Statistical Papers | 2024-07-25 | Paper |
Gradual change-point analysis based on Spearman matrices for multivariate time series
Annals of the Institute of Statistical Mathematics | 2024-05-03 | Paper |
The weighted characteristic function of the multivariate PIT: independence and goodness-of-fit tests
Journal of Multivariate Analysis | 2024-03-25 | Paper |
Tests of multivariate copula exchangeability based on Lévy measures
Scandinavian Journal of Statistics | 2022-10-06 | Paper |
On nonparametric tests of multivariate meta-ellipticity
Statistical Papers | 2021-12-27 | Paper |
A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
Journal of Multivariate Analysis | 2021-10-28 | Paper |
A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
Electronic Journal of Statistics | 2021-08-09 | Paper |
Testing the symmetry of a dependence structure with a characteristic function
Dependence Modeling | 2020-01-13 | Paper |
On the large-sample behavior of two estimators of the conditional copula under serially dependent data
Metrika | 2019-11-20 | Paper |
Goodness-of-fit tests for the family of multivariate chi-square copulas
Computational Statistics and Data Analysis | 2019-11-19 | Paper |
Inference on local causality and tests of non-causality in time series
Electronic Journal of Statistics | 2019-10-11 | Paper |
Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
Statistical Papers | 2019-06-21 | Paper |
Two bootstrap strategies for a \(k\)-problem up to location-scale with dependent samples
Journal of Probability and Statistics | 2018-08-28 | Paper |
A family of goodness-of-fit tests for copulas based on characteristic functions
Scandinavian Journal of Statistics | 2018-08-08 | Paper |
On consistent nonparametric statistical tests of symmetry hypotheses
Symmetry | 2017-10-23 | Paper |
Multiplier bootstrap methods for conditional distributions
Statistics and Computing | 2017-06-30 | Paper |
Tests of radial symmetry for multivariate copulas based on the copula characteristic function
Electronic Journal of Statistics | 2017-06-08 | Paper |
On the family of multivariate chi-square copulas
Journal of Multivariate Analysis | 2016-10-14 | Paper |
Testing the constancy of Spearman's rho in multivariate time series
Annals of the Institute of Statistical Mathematics | 2016-09-16 | Paper |
A general framework for testing homogeneity hypotheses about copulas
Electronic Journal of Statistics | 2016-05-03 | Paper |
Minimum-distance statistics for the selection of an asymmetric copula in Khoudraji's class of models
STATISTICA SINICA | 2016-01-28 | Paper |
Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman's rho
Metrika | 2015-10-14 | Paper |
| Statistical procedures for the selection of a multidimensional meta-elliptical distribution | 2015-07-13 | Paper |
Weak convergence of empirical and bootstrapped \(C\)-power processes and application to copula goodness-of-fit
Journal of Multivariate Analysis | 2014-06-18 | Paper |
Graphical and formal statistical tools for the symmetry of bivariate copulas
The Canadian Journal of Statistics | 2014-01-21 | Paper |
Multivariate Kendall's tau for change-point detection in copulas
The Canadian Journal of Statistics | 2013-10-09 | Paper |
Nonparametric tests for change-point detection à la Gombay and Horváth
Journal of Multivariate Analysis | 2013-03-12 | Paper |
Tests of symmetry for bivariate copulas
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
Testing for bivariate extreme dependence using Kendall's process
Scandinavian Journal of Statistics | 2012-09-21 | Paper |
Cramér-von Mises and characteristic function tests for the two and \(k\)-sample problems with dependent data
Computational Statistics and Data Analysis | 2012-07-16 | Paper |
Asymptotic power of tests of normality under local alternatives
Journal of Statistical Planning and Inference | 2011-05-23 | Paper |
Concordance measures for multivariate non-continuous random vectors
Journal of Multivariate Analysis | 2010-11-10 | Paper |
Applications and asymptotic power of marginal-free tests of stochastic vectorial independence
Journal of Statistical Planning and Inference | 2010-08-19 | Paper |
Local power analysis of goodness-of-fit tests for copulas
Scandinavian Journal of Statistics | 2010-04-22 | Paper |
Tests of multivariate independence for ordinal data
Communications in Statistics: Theory and Methods | 2009-12-16 | Paper |
On a new goodness-of-fit process for families of copulas
The Canadian Journal of Statistics | 2009-06-30 | Paper |
Dependence structure of conditional Archimedean copulas
Journal of Multivariate Analysis | 2008-03-11 | Paper |
Asymptotic local efficiency of Cramér\,-\,von Mises tests for multivariate independence
The Annals of Statistics | 2007-07-23 | Paper |
Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation
Scandinavian Journal of Statistics | 2006-12-08 | Paper |
On the joint asymptotic behavior of two rank-based estimators of the association parameter in the gamma frailty model
Statistics & Probability Letters | 2006-04-28 | Paper |
Local efficiency of a Cramér\,-\,von Mises test of independence
Journal of Multivariate Analysis | 2006-01-10 | Paper |
Bounds on the value-at-risk for the sum of possibly dependent risks
Insurance Mathematics & Economics | 2005-09-29 | Paper |
Tests of serial independence based on Kendall's process
The Canadian Journal of Statistics | 2003-08-21 | Paper |
